If you want a full-featured moderated mailing list, check out Majordomo (http://www.majordomo.org ) It's not for the meek at heart, but it has everything anyone could ask for in a mailing list (except ease of installation).

If your host doesn't offer or allow majordomo, you may wish to consider a bbs or a simpler mailing list program (http://www.perlarcihve.com/guide/Mailing_Lists ).